Genest, Christian (ed.); Okhrin, Ostap (ed.); Bodnar, Taras (ed.) Preface to the special issue “Copula modeling from Abe Sklar to the present day”. (English) Zbl 07823276 J. Multivariate Anal. 201, Article ID 105280, 1 p. (2024). MSC: 00Bxx PDFBibTeX XMLCite \textit{C. Genest} (ed.) et al., J. Multivariate Anal. 201, Article ID 105280, 1 p. (2024; Zbl 07823276) Full Text: DOI
Genest, Christian; Okhrin, Ostap; Bodnar, Taras Copula modeling from Abe Sklar to the present day. (English) Zbl 07823275 J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024). MSC: 62H05 62H10 62H12 62H15 62H20 62G32 PDFBibTeX XMLCite \textit{C. Genest} et al., J. Multivariate Anal. 201, Article ID 105278, 9 p. (2024; Zbl 07823275) Full Text: DOI
Bodnár, Tomáš (ed.); Galdi, Giovanni P. (ed.); Nečasová, Šárka (ed.) Fluids under control. Invited lectures based on the presentations at the summer school, Prague, Czech Republic, August 23–27, 2021. (English) Zbl 1531.76001 Advances in Mathematical Fluid Mechanics. Cham: Birkhäuser (ISBN 978-3-031-47354-8/hbk; 978-3-031-47357-9/pbk; 978-3-031-47355-5/ebook). xiii, 368 p. (2024). MSC: 76-06 76B75 76D55 76F70 76N25 00B25 PDFBibTeX XMLCite \textit{T. Bodnár} (ed.) et al., Fluids under control. Invited lectures based on the presentations at the summer school, Prague, Czech Republic, August 23--27, 2021. Cham: Birkhäuser (2024; Zbl 1531.76001) Full Text: DOI
Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Control charts for high-dimensional time series with estimated in-control parameters. (English) Zbl 07798886 Sequential Anal. 43, No. 1, 103-129 (2024). MSC: 62Lxx PDFBibTeX XMLCite \textit{R. Bodnar} et al., Sequential Anal. 43, No. 1, 103--129 (2024; Zbl 07798886) Full Text: DOI OA License
Bodnar, Taras; Parolya, Nestor Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications. arXiv:2403.15792 Preprint, arXiv:2403.15792 [math.ST] (2024). BibTeX Cite \textit{T. Bodnar} and \textit{N. Parolya}, ``Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications'', Preprint, arXiv:2403.15792 [math.ST] (2024) Full Text: arXiv OA License
Bodnar, Taras; Parolya, Nestor; Thorsén, Erik Dynamic shrinkage estimation of the high-dimensional minimum-variance portfolio. (English) Zbl 07911796 IEEE Trans. Signal Process. 71, 1334-1349 (2023). MSC: 94A12 PDFBibTeX XMLCite \textit{T. Bodnar} et al., IEEE Trans. Signal Process. 71, 1334--1349 (2023; Zbl 07911796) Full Text: DOI arXiv
Bodnar, Taras; Okhrin, Yarema; Parolya, Nestor Optimal shrinkage-based portfolio selection in high dimensions. (English) Zbl 07896296 J. Bus. Econ. Stat. 41, No. 1, 140-156 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Bus. Econ. Stat. 41, No. 1, 140--156 (2023; Zbl 07896296) Full Text: DOI arXiv OA License
Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna Singular conditional autoregressive Wishart model for realized covariance matrices. (English) Zbl 1531.62102 J. Bus. Econ. Stat. 41, No. 3, 833-845 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{G. Alfelt} et al., J. Bus. Econ. Stat. 41, No. 3, 833--845 (2023; Zbl 1531.62102) Full Text: DOI OA License
Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; Schmid, Wolfgang Multi-period power utility optimization under stock return predictability. (English) Zbl 07778008 Comput. Manag. Sci. 20, Paper No. 4, 27 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{T. Bodnar} et al., Comput. Manag. Sci. 20, Paper No. 4, 27 p. (2023; Zbl 07778008) Full Text: DOI OA License
von Schroeder, Jonathan; Dickhaus, Thorsten; Bodnar, Taras Reverse stress testing in skew-elliptical models. (English) Zbl 07748862 Theory Probab. Math. Stat. 109, 101-127 (2023). MSC: 62E15 62P05 PDFBibTeX XMLCite \textit{J. von Schroeder} et al., Theory Probab. Math. Stat. 109, 101--127 (2023; Zbl 07748862) Full Text: DOI
Bodnar, Taras (ed.); Okhrin, Ostap (ed.) Editorial. (English) Zbl 1521.00024 Theory Probab. Math. Stat. 109, 1-2 (2023). MSC: 00B15 62-06 62Hxx PDFBibTeX XMLCite \textit{T. Bodnar} (ed.) and \textit{O. Okhrin} (ed.), Theory Probab. Math. Stat. 109, 1--2 (2023; Zbl 1521.00024) Full Text: DOI
Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Sequential monitoring of high-dimensional time series. (English) Zbl 07748374 Scand. J. Stat. 50, No. 3, 962-992 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Bodnar} et al., Scand. J. Stat. 50, No. 3, 962--992 (2023; Zbl 07748374) Full Text: DOI OA License
Bodnar, Taras; Dette, Holger; Parolya, Nestor; Thorsén, Erik Corrigendum to: “Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions”. (English) Zbl 1527.62079 Random Matrices Theory Appl. 12, No. 3, Article ID 2392001, 6 p. (2023). MSC: 62P05 62H10 62H12 62E20 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Random Matrices Theory Appl. 12, No. 3, Article ID 2392001, 6 p. (2023; Zbl 1527.62079) Full Text: DOI
Bodnár, Tomáš (ed.); Galdi, Giovanni P. (ed.); Nečasová, Šárka (ed.) Fluids under control. The 2021 Prague-sum workshop lectures, Prague, Czech Republic, August 25, 2021. (English) Zbl 1519.76005 Advances in Mathematical Fluid Mechanics. Lecture Notes in Mathematical Fluid Mechanics. Cham: Springer (ISBN 978-3-031-27624-8/pbk; 978-3-031-27625-5/ebook). xiii, 359 p. (2023). MSC: 76-06 76Bxx 76Dxx 76Nxx 76W05 35Q30 35Q31 35Q35 00B25 PDFBibTeX XMLCite \textit{T. Bodnár} (ed.) et al., Fluids under control. The 2021 Prague-sum workshop lectures, Prague, Czech Republic, August 25, 2021. Cham: Springer (2023; Zbl 1519.76005) Full Text: DOI
Bodnar, Olha; Touli, Elena Farahbakhsh Exact test theory in Gaussian graphical models. (English) Zbl 1520.62073 J. Multivariate Anal. 196, Article ID 105185, 21 p. (2023). MSC: 62H22 62H15 62H10 62E20 PDFBibTeX XMLCite \textit{O. Bodnar} and \textit{E. F. Touli}, J. Multivariate Anal. 196, Article ID 105185, 21 p. (2023; Zbl 1520.62073) Full Text: DOI OA License
Joshi, Chaitanya K.; Bodnar, Cristian; Mathis, Simon V.; Cohen, Taco; Liò, Pietro On the Expressive Power of Geometric Graph Neural Networks. arXiv:2301.09308 Preprint, arXiv:2301.09308 [cs.LG] (2023). BibTeX Cite \textit{C. K. Joshi} et al., ``On the Expressive Power of Geometric Graph Neural Networks'', Preprint, arXiv:2301.09308 [cs.LG] (2023) Full Text: arXiv OA License
Bodnar, Taras; Dette, Holger; Parolya, Nestor; Thorsén, Erik Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions. (English) Zbl 1523.62079 Random Matrices Theory Appl. 11, No. 1, Article ID 2250008, 47 p. (2022); corrigendum ibid. 12, No. 3, Article ID 2392001, 6 p. (2023). MSC: 62P05 62H10 62H12 62E20 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Random Matrices Theory Appl. 11, No. 1, Article ID 2250008, 47 p. (2022; Zbl 1523.62079) Full Text: DOI arXiv
Bodnar, Taras; Lindholm, Mathias; Niklasson, Vilhelm; Thorsén, Erik Bayesian portfolio selection using VaR and CVaR. (English) Zbl 1510.91151 Appl. Math. Comput. 427, Article ID 127120, 21 p. (2022). MSC: 91G10 62F15 91G70 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Appl. Math. Comput. 427, Article ID 127120, 21 p. (2022; Zbl 1510.91151) Full Text: DOI OA License
Dickhaus, Thorsten; Neumann, André; Bodnar, Taras Multivariate multiple test procedures. (English) Zbl 1483.62129 Cui, Xinping (ed.) et al., Handbook of multiple comparisons. Boca Raton, FL: CRC Press. Chapman Hall/CRC Handb. Mod. Stat. Methods, 35-55 (2022). MSC: 62J15 62H15 PDFBibTeX XMLCite \textit{T. Dickhaus} et al., in: Handbook of multiple comparisons. Boca Raton, FL: CRC Press. 35--55 (2022; Zbl 1483.62129) Full Text: DOI
Bodnar, Olha; Bodnar, Taras; Parolya, Nestor Recent advances in shrinkage-based high-dimensional inference. (English) Zbl 1493.62298 J. Multivariate Anal. 188, Article ID 104826, 13 p. (2022). MSC: 62H12 62F12 62H15 62P05 PDFBibTeX XMLCite \textit{O. Bodnar} et al., J. Multivariate Anal. 188, Article ID 104826, 13 p. (2022; Zbl 1493.62298) Full Text: DOI
Bodnar, Taras; Otryakhin, Dmitry; Thorsen, Erik Estimation of sub-Gaussian random vectors using the method of moments. arXiv:2207.13169 Preprint, arXiv:2207.13169 [math.ST] (2022). MSC: 62F30 60E07 BibTeX Cite \textit{T. Bodnar} et al., ``Estimation of sub-Gaussian random vectors using the method of moments'', Preprint, arXiv:2207.13169 [math.ST] (2022) Full Text: arXiv OA License
Bodnar, Taras; Dmytriv, Solomiia; Okhrin, Yarema; Parolya, Nestor; Schmid, Wolfgang Statistical inference for the expected utility portfolio in high dimensions. (English) Zbl 07591325 IEEE Trans. Signal Process. 69, 1-14 (2021). MSC: 62P05 60B20 62J07 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., IEEE Trans. Signal Process. 69, 1--14 (2021; Zbl 07591325) Full Text: DOI
Bodnar’, T. A. Steady waves on the surface of a fluid of variable depth. (English. Russian original) Zbl 1503.76013 J. Appl. Mech. Tech. Phys. 62, No. 4, 525-529 (2021); translation from Prikl. Mekh. Tekh. Fiz. 62, No. 5, 3-8 (2021). MSC: 76B15 76M40 PDFBibTeX XMLCite \textit{T. A. Bodnar'}, J. Appl. Mech. Tech. Phys. 62, No. 4, 525--529 (2021; Zbl 1503.76013); translation from Prikl. Mekh. Tekh. Fiz. 62, No. 5, 3--8 (2021) Full Text: DOI
Bodnar, Taras; Lindholm, Mathias; Thorsén, Erik; Tyrcha, Joanna Quantile-based optimal portfolio selection. (English) Zbl 07432771 Comput. Manag. Sci. 18, No. 3, 299-324 (2021). MSC: 90Bxx PDFBibTeX XMLCite \textit{T. Bodnar} et al., Comput. Manag. Sci. 18, No. 3, 299--324 (2021; Zbl 07432771) Full Text: DOI OA License
Bauder, David; Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang Bayesian mean-variance analysis: optimal portfolio selection under parameter uncertainty. (English) Zbl 1466.91277 Quant. Finance 21, No. 2, 221-242 (2021). MSC: 91G10 93E20 62P05 PDFBibTeX XMLCite \textit{D. Bauder} et al., Quant. Finance 21, No. 2, 221--242 (2021; Zbl 1466.91277) Full Text: DOI arXiv OA License
Bodnár, Tomáš; Fraunié, Philippe; Knobloch, Petr; Řezníček, Hynek Numerical evaluation of artificial boundary condition for wall-bounded stably stratified flows. (English) Zbl 1470.76034 Discrete Contin. Dyn. Syst., Ser. S 14, No. 3, 785-801 (2021). MSC: 76D50 76M20 PDFBibTeX XMLCite \textit{T. Bodnár} et al., Discrete Contin. Dyn. Syst., Ser. S 14, No. 3, 785--801 (2021; Zbl 1470.76034) Full Text: DOI
Bodnár, Tomáš (ed.); Galdi, Giovanni P. (ed.); Nečasová, Šárka (ed.) Waves in flows. The 2018 Prague-sum workshop lectures, Prague, Czech Republic, August 27–31, 2018. (English) Zbl 1467.76003 Advances in Mathematical Fluid Mechanics. Cham: Birkhäuser (ISBN 978-3-030-68143-2/pbk; 978-3-030-68144-9/ebook). x, 263 p. (2021). MSC: 76-06 76B15 76D33 76N30 00B25 PDFBibTeX XMLCite \textit{T. Bodnár} (ed.) et al., Waves in flows. The 2018 Prague-sum workshop lectures, Prague, Czech Republic, August 27--31, 2018. Cham: Birkhäuser (2021; Zbl 1467.76003) Full Text: DOI
Bodnár, Tomáš (ed.); Galdi, Giovanni P. (ed.); Nečasová, Šárka (ed.) Waves in flows. Based on lectures given at the summer school, Prague, Czech Republic, August 27–31, 2018. (English) Zbl 1471.76007 Advances in Mathematical Fluid Mechanics. Cham: Birkhäuser (ISBN 978-3-030-67844-9/hbk; 978-3-030-67847-0/pbk; 978-3-030-67845-6/ebook). xii, 353 p. (2021). MSC: 76-06 76B15 00B25 PDFBibTeX XMLCite \textit{T. Bodnár} (ed.) et al., Waves in flows. Based on lectures given at the summer school, Prague, Czech Republic, August 27--31, 2018. Cham: Birkhäuser (2021; Zbl 1471.76007) Full Text: DOI
Neumann, André; Bodnar, Taras; Dickhaus, Thorsten Estimating the proportion of true null hypotheses under dependency: a marginal bootstrap approach. (English) Zbl 1441.62109 J. Stat. Plann. Inference 210, 76-86 (2021). MSC: 62G10 62G09 62J15 PDFBibTeX XMLCite \textit{A. Neumann} et al., J. Stat. Plann. Inference 210, 76--86 (2021; Zbl 1441.62109) Full Text: DOI
Alfelt, Gustav; Bodnar, Taras; Tyrcha, Joanna Goodness-of-fit tests for centralized Wishart processes. (English) Zbl 07529943 Commun. Stat., Theory Methods 49, No. 20, 5060-5090 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Alfelt} et al., Commun. Stat., Theory Methods 49, No. 20, 5060--5090 (2020; Zbl 07529943) Full Text: DOI OA License
Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; Schmid, Wolfgang Mean-variance efficiency of optimal power and logarithmic utility portfolios. (English) Zbl 1461.91269 Math. Financ. Econ. 14, No. 4, 675-698 (2020). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Math. Financ. Econ. 14, No. 4, 675--698 (2020; Zbl 1461.91269) Full Text: DOI arXiv OA License
Muhinyuza, Stanislas; Bodnar, Taras; Lindholm, Mathias A test on the location of the tangency portfolio on the set of feasible portfolios. (English) Zbl 1497.91281 Appl. Math. Comput. 386, Article ID 125519, 22 p. (2020). MSC: 91G10 PDFBibTeX XMLCite \textit{S. Muhinyuza} et al., Appl. Math. Comput. 386, Article ID 125519, 22 p. (2020; Zbl 1497.91281) Full Text: DOI Link
Bodnar, T.; Mazur, S.; Ngailo, E.; Parolya, N. Discriminant analysis in small and large dimensions. (English) Zbl 1446.62136 Theory Probab. Math. Stat. 100, 21-41 (2020) and Teor. Jmovirn. Mat. Stat. 100, 24-42 (2019). MSC: 62H10 62E15 62E20 60F05 60B20 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Theory Probab. Math. Stat. 100, 21--41 (2020; Zbl 1446.62136) Full Text: DOI arXiv
Bodnár, Tomáš; Fraunié, Philippe Numerical simulation of three-dimensional Lee waves behind an isolated hill. (English) Zbl 1481.76058 Appl. Math. Modelling 78, 648-664 (2020). MSC: 76B70 PDFBibTeX XMLCite \textit{T. Bodnár} and \textit{P. Fraunié}, Appl. Math. Modelling 78, 648--664 (2020; Zbl 1481.76058) Full Text: DOI
Bodnár, Tomáš (ed.); Galdi, Giovanni P. (ed.); Nečasová, Šárka (ed.) Fluids under pressure. Based on lectures presented at the summer school, Prague, Czech Republic, August 29 – September 2, 2016. (English) Zbl 1435.76001 Advances in Mathematical Fluid Mechanics. Cham: Birkhäuser (ISBN 978-3-030-39638-1/hbk; 978-3-030-39639-8/ebook). xiii, 638 p. (2020). MSC: 76-02 76Dxx 35Qxx 00B25 PDFBibTeX XMLCite \textit{T. Bodnár} (ed.) et al., Fluids under pressure. Based on lectures presented at the summer school, Prague, Czech Republic, August 29 -- September 2, 2016. Cham: Birkhäuser (2020; Zbl 1435.76001) Full Text: DOI
Bauder, David; Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang Bayesian inference of the multi-period optimal portfolio for an exponential utility. (English) Zbl 1435.62104 J. Multivariate Anal. 175, Article ID 104544, 22 p. (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62F15 62E15 62H12 91B24 62P20 PDFBibTeX XMLCite \textit{D. Bauder} et al., J. Multivariate Anal. 175, Article ID 104544, 22 p. (2020; Zbl 1435.62104) Full Text: DOI arXiv
Bodnar, Taras; Parolya, Nestor Spectral analysis of large reflexive generalized inverse and Moore-Penrose inverse matrices. arXiv:2004.12932 Preprint, arXiv:2004.12932 [math.ST] (2020). BibTeX Cite \textit{T. Bodnar} and \textit{N. Parolya}, ``Spectral analysis of large reflexive generalized inverse and Moore-Penrose inverse matrices'', Preprint, arXiv:2004.12932 [math.ST] (2020) Full Text: DOI arXiv OA License
Bodnar, T.; Mazur, S.; Muhinyuza, S.; Parolya, N. On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension. (English) Zbl 1447.60037 Theory Probab. Math. Stat. 99, 39-52 (2019) and Teor. Jmovirn. Mat. Stat. 99, 37-50 (2018). MSC: 60E05 60B20 60E10 60F05 62H10 62E20 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Theory Probab. Math. Stat. 99, 39--52 (2019; Zbl 1447.60037) Full Text: DOI arXiv
Sequeira, Adélia; Bodnár, Tomáš On the filtering of spurious oscillations in the numerical simulations of convection dominated problems. (English) Zbl 1434.65152 Vietnam J. Math. 47, No. 4, 851-864 (2019). MSC: 65M08 65M06 93E14 92C35 35K57 76M12 PDFBibTeX XMLCite \textit{A. Sequeira} and \textit{T. Bodnár}, Vietnam J. Math. 47, No. 4, 851--864 (2019; Zbl 1434.65152) Full Text: DOI
Bauder, David; Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Bayesian estimation of the efficient frontier. (English) Zbl 1433.62085 Scand. J. Stat. 46, No. 3, 802-830 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62F15 62P05 62F25 PDFBibTeX XMLCite \textit{D. Bauder} et al., Scand. J. Stat. 46, No. 3, 802--830 (2019; Zbl 1433.62085) Full Text: DOI
Bodnar, Taras; Dmytriv, Solomiia; Parolya, Nestor; Schmid, Wolfgang Tests for the weights of the global minimum variance portfolio in a high-dimensional setting. (English) Zbl 07123374 IEEE Trans. Signal Process. 67, No. 17, 4479-4493 (2019). MSC: 91G10 62H15 62J07 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., IEEE Trans. Signal Process. 67, No. 17, 4479--4493 (2019; Zbl 07123374) Full Text: DOI arXiv
Bodnar, Taras; Dette, Holger; Parolya, Nestor Testing for independence of large dimensional vectors. (English) Zbl 1436.60018 Ann. Stat. 47, No. 5, 2977-3008 (2019). MSC: 60B20 15B52 60F05 62H15 62H20 62F05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Ann. Stat. 47, No. 5, 2977--3008 (2019; Zbl 1436.60018) Full Text: DOI arXiv Euclid
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof; Tyrcha, Joanna Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory. (English) Zbl 1418.91453 J. Stat. Plann. Inference 201, 40-57 (2019). MSC: 91G10 62H10 62H12 91G70 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Stat. Plann. Inference 201, 40--57 (2019; Zbl 1418.91453) Full Text: DOI Link
Bodnar, Taras; Mazur, Stepan; Parolya, Nestor Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. (English) Zbl 1418.62056 Scand. J. Stat. 46, No. 2, 636-660 (2019). MSC: 62E20 60F05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Scand. J. Stat. 46, No. 2, 636--660 (2019; Zbl 1418.62056) Full Text: DOI arXiv
Bodnar, Taras; Okhrin, Ostap; Parolya, Nestor Optimal shrinkage estimator for high-dimensional mean vector. (English) Zbl 1409.60022 J. Multivariate Anal. 170, 63-79 (2019). MSC: 60B20 62H12 62G20 62G30 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 170, 63--79 (2019; Zbl 1409.60022) Full Text: DOI arXiv
Neumann, André; Bodnar, Taras; Pfeifer, Dietmar; Dickhaus, Thorsten Multivariate multiple test procedures based on nonparametric copula estimation. (English) Zbl 1412.62059 Biom. J. 61, No. 1, 40-61 (2019). MSC: 62H05 62J15 62G07 91B30 62P20 PDFBibTeX XMLCite \textit{A. Neumann} et al., Biom. J. 61, No. 1, 40--61 (2019; Zbl 1412.62059) Full Text: DOI
Bauder, David; Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema Bayesian inference for the tangent portfolio. (English) Zbl 1419.91576 Int. J. Theor. Appl. Finance 21, No. 8, Article ID 1850054, 27 p. (2018). MSC: 91G10 62H10 62P05 PDFBibTeX XMLCite \textit{D. Bauder} et al., Int. J. Theor. Appl. Finance 21, No. 8, Article ID 1850054, 27 p. (2018; Zbl 1419.91576) Full Text: DOI
Bodnar, Taras; Okhrin, Yarema; Vitlinskyy, Valdemar; Zabolotskyy, Taras Determination and estimation of risk aversion coefficients. (English) Zbl 1417.91441 Comput. Manag. Sci. 15, No. 2, 297-317 (2018). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Comput. Manag. Sci. 15, No. 2, 297--317 (2018; Zbl 1417.91441) Full Text: DOI OA License
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang Estimation of the global minimum variance portfolio in high dimensions. (English) Zbl 1403.91307 Eur. J. Oper. Res. 266, No. 1, 371-390 (2018). MSC: 91G10 62H12 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Eur. J. Oper. Res. 266, No. 1, 371--390 (2018; Zbl 1403.91307) Full Text: DOI arXiv Link
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof A test for the global minimum variance portfolio for small sample and singular covariance. (English) Zbl 1443.62332 AStA, Adv. Stat. Anal. 101, No. 3, 253-265 (2017). MSC: 62P05 62H15 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., AStA, Adv. Stat. Anal. 101, No. 3, 253--265 (2017; Zbl 1443.62332) Full Text: DOI
Bodnar, Taras; Zabolotskyy, Taras How risky is the optimal portfolio which maximizes the Sharpe ratio? (English) Zbl 1443.62333 AStA, Adv. Stat. Anal. 101, No. 1, 1-28 (2017). MSC: 62P05 91G10 91G70 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{T. Zabolotskyy}, AStA, Adv. Stat. Anal. 101, No. 1, 1--28 (2017; Zbl 1443.62333) Full Text: DOI
Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema Bayesian estimation of the global minimum variance portfolio. (English) Zbl 1395.91395 Eur. J. Oper. Res. 256, No. 1, 292-307 (2017). MSC: 91G10 91G70 62H10 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Eur. J. Oper. Res. 256, No. 1, 292--307 (2017; Zbl 1395.91395) Full Text: DOI Link
del Barrio Castro, Tomás; Bodnar, Andrii; Sansó, Andreu Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending. (English) Zbl 1417.62242 Comput. Stat. 32, No. 4, 1533-1568 (2017). MSC: 62M10 62M07 62P20 62-08 PDFBibTeX XMLCite \textit{T. del Barrio Castro} et al., Comput. Stat. 32, No. 4, 1533--1568 (2017; Zbl 1417.62242) Full Text: DOI Link
Bodnár, Tomáš (ed.); Galdi, Giovanni P. (ed.); Nečasová, Šárka (ed.) Particles in flows. Based on the summer course and workshop, Prague, Czech Republic, August 2014. (English) Zbl 1381.35003 Advances in Mathematical Fluid Mechanics. Cham: Birkhäuser/Springer (ISBN 978-3-319-60281-3/hbk; 978-3-319-60282-0/ebook). xi, 519 p. (2017). MSC: 35-06 35Q35 35Q92 76-06 65Z05 00B25 PDFBibTeX XMLCite \textit{T. Bodnár} (ed.) et al., Particles in flows. Based on the summer course and workshop, Prague, Czech Republic, August 2014. Cham: Birkhäuser/Springer (2017; Zbl 1381.35003) Full Text: DOI
Bodnar, Taras; Dickhaus, Thorsten On the Simes inequality in elliptical models. (English) Zbl 1398.62141 Ann. Inst. Stat. Math. 69, No. 1, 215-230 (2017). MSC: 62H15 62J15 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{T. Dickhaus}, Ann. Inst. Stat. Math. 69, No. 1, 215--230 (2017; Zbl 1398.62141) Full Text: DOI
Bodnar, Taras; Reiß, Markus Exact and asymptotic tests on a factor model in low and large dimensions with applications. (English) Zbl 1397.62209 J. Multivariate Anal. 150, 125-151 (2016). MSC: 62H25 91G70 62H15 62H10 62E15 62E20 60B20 62P20 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{M. Reiß}, J. Multivariate Anal. 150, 125--151 (2016; Zbl 1397.62209) Full Text: DOI arXiv
Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices. (English) Zbl 1342.62143 Commun. Stat., Theory Methods 45, No. 12, 3421-3440 (2016). MSC: 62M10 62M20 60G70 62P20 91B84 PDFBibTeX XMLCite \textit{R. Bodnar} et al., Commun. Stat., Theory Methods 45, No. 12, 3421--3440 (2016; Zbl 1342.62143) Full Text: DOI
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang The exact solution of multi-period portfolio choice problem with exponential utility. (English) Zbl 1341.91122 Lübbecke, Marco (ed.) et al., Operations research proceedings 2014. Selected papers of the annual international conference of the German Operations Research Society (GOR), RWTH Aachen University, Germany, September 2–5, 2014. Basel: Springer (ISBN 978-3-319-28695-2/pbk; 978-3-319-28697-6/ebook). Operations Research Proceedings, 45-51 (2016). MSC: 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Oper. Res. Proc. 2014, 45--51 (2016; Zbl 1341.91122) Full Text: DOI
Bodnar, Taras; Dette, Holger; Parolya, Nestor Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. (English) Zbl 1338.60011 J. Multivariate Anal. 148, 160-172 (2016). MSC: 60B20 60F05 60F15 60F17 62H10 15B52 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 148, 160--172 (2016; Zbl 1338.60011) Full Text: DOI arXiv
Bodnar, Taras; Gupta, Arjun K.; Parolya, Nestor Direct shrinkage estimation of large dimensional precision matrix. (English) Zbl 1338.60012 J. Multivariate Anal. 146, 223-236 (2016). MSC: 60B20 62H12 62G20 62G30 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 146, 223--236 (2016; Zbl 1338.60012) Full Text: DOI arXiv
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof Singular inverse Wishart distribution and its application to portfolio theory. (English) Zbl 1328.62313 J. Multivariate Anal. 143, 314-326 (2016). MSC: 62H10 62H12 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 143, 314--326 (2016; Zbl 1328.62313) Full Text: DOI
Stange, Jens; Bodnar, Taras; Dickhaus, Thorsten Uncertainty quantification for the family-wise error rate in multivariate copula models. (English) Zbl 1443.62140 AStA, Adv. Stat. Anal. 99, No. 3, 281-310 (2015). MSC: 62H05 62J15 PDFBibTeX XMLCite \textit{J. Stange} et al., AStA, Adv. Stat. Anal. 99, No. 3, 281--310 (2015; Zbl 1443.62140) Full Text: DOI
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability. (English) Zbl 1346.91261 Eur. J. Oper. Res. 246, No. 2, 528-542 (2015). MSC: 91G70 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Eur. J. Oper. Res. 246, No. 2, 528--542 (2015; Zbl 1346.91261) Full Text: DOI arXiv
Bodnar, T.; Mazur, Stepan; Okhrin, Y. Distribution of the product of a singular Wishart matrix and a normal vector. (English) Zbl 1331.62266 Theory Probab. Math. Stat. 91, 1-15 (2015) and Teor. Jmovirn. Mat. Stat. 91, 1-14 (2014). MSC: 62H10 60E05 60E10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Theory Probab. Math. Stat. 91, 1--15 (2015; Zbl 1331.62266) Full Text: DOI Link
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function. (English) Zbl 1358.91088 Ann. Oper. Res. 229, 121-158 (2015). MSC: 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Ann. Oper. Res. 229, 121--158 (2015; Zbl 1358.91088) Full Text: DOI arXiv
Bodnar, Taras; Gupta, Arjun K.; Parolya, Nestor Optimal linear shrinkage estimator for large dimensional precision matrix. (English) Zbl 1430.62108 Bongiorno, Enea G. (ed.) et al., Contributions in infinite-dimensional statistics and related topics. Selected papers from the 3rd international workshop on functional and operatorial statistics (IWFOS’2014), Stresa, Italy, June 19–21, 2014. Bologna: Società Editrice Esculapio. 55-60 (2014). MSC: 62H12 62F12 62J07 PDFBibTeX XMLCite \textit{T. Bodnar} et al., in: Contributions in infinite-dimensional statistics and related topics. Selected papers from the 3rd international workshop on functional and operatorial statistics (IWFOS'2014), Stresa, Italy, June 19--21, 2014. Bologna: Società Editrice Esculapio. 55--60 (2014; Zbl 1430.62108)
Bodnár, Tomáš; Fasano, Antonio; Sequeira, Adélia Mathematical models for blood coagulation. (English) Zbl 1351.76320 Bodnár, Tomáš (ed.) et al., Fluid-structure interaction and biomedical applications. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0821-7/hbk; 978-3-0348-0822-4/ebook). Advances in Mathematical Fluid Mechanics, 483-569 (2014). MSC: 76Z05 92C10 92C40 76-02 PDFBibTeX XMLCite \textit{T. Bodnár} et al., in: Fluid-structure interaction and biomedical applications. Basel: Birkhäuser/Springer. 483--569 (2014; Zbl 1351.76320) Full Text: DOI
Bodnár, T.; Pires, M.; Janela, J. Blood flow simulation using traceless variant of Johnson-Segalman viscoelastic model. (English) Zbl 1307.76004 Math. Model. Nat. Phenom. 9, No. 6, 117-141 (2014). MSC: 76A10 76M10 74A10 PDFBibTeX XMLCite \textit{T. Bodnár} et al., Math. Model. Nat. Phenom. 9, No. 6, 117--141 (2014; Zbl 1307.76004) Full Text: DOI Link
Sequeira, A.; Bodnár, T. Blood coagulation simulations using a viscoelastic model. (English) Zbl 1306.76056 Math. Model. Nat. Phenom. 9, No. 6, 34-45 (2014). MSC: 76Z05 76M12 76V05 80A32 92C35 74F25 80A30 92C45 92C40 PDFBibTeX XMLCite \textit{A. Sequeira} and \textit{T. Bodnár}, Math. Model. Nat. Phenom. 9, No. 6, 34--45 (2014; Zbl 1306.76056) Full Text: DOI Link
Bodnar, Olha; Bodnar, Taras; Okhrin, Yarema Robust surveillance of covariance matrices using a single observation. (English) Zbl 1330.62319 Sankhyā, Ser. A 76, No. 2, 219-256 (2014). MSC: 62L10 62H10 PDFBibTeX XMLCite \textit{O. Bodnar} et al., Sankhyā, Ser. A 76, No. 2, 219--256 (2014; Zbl 1330.62319) Full Text: DOI Link
Bodnár, Tomáš On the Eulerian formulation of a stress induced platelet activation function. (English) Zbl 1370.92036 Math. Biosci. 257, 91-95 (2014). MSC: 92C30 92C35 PDFBibTeX XMLCite \textit{T. Bodnár}, Math. Biosci. 257, 91--95 (2014; Zbl 1370.92036) Full Text: DOI
Bodnar, Taras; Dickhaus, Thorsten False discovery rate control under Archimedean copula. (English) Zbl 1305.62269 Electron. J. Stat. 8, No. 2, 2207-2241 (2014). MSC: 62J15 62F05 62F03 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{T. Dickhaus}, Electron. J. Stat. 8, No. 2, 2207--2241 (2014; Zbl 1305.62269) Full Text: DOI arXiv Euclid
Bodnar, Taras; Gupta, Arjun K.; Parolya, Nestor On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix. (English) Zbl 1333.60047 J. Multivariate Anal. 132, 215-228 (2014). MSC: 60F15 60B20 62H12 62J07 15B52 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 132, 215--228 (2014; Zbl 1333.60047) Full Text: DOI arXiv
Bodnár, Tomáš (ed.); Galdi, Giovanni P. (ed.); Nečasová, Šárka (ed.) Fluid-structure interaction and biomedical applications. (English) Zbl 1300.76003 Advances in Mathematical Fluid Mechanics. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0821-7/hbk; 978-3-0348-0822-4/ebook). xiv, 569 p. (2014). MSC: 76-06 76Z05 76Dxx 65Z05 92C50 00B15 PDFBibTeX XMLCite \textit{T. Bodnár} (ed.) et al., Fluid-structure interaction and biomedical applications. Basel: Birkhäuser/Springer (2014; Zbl 1300.76003) Full Text: DOI
Gupta, Arjun K.; Bodnar, Taras An exact test about the covariance matrix. (English) Zbl 1280.62066 J. Multivariate Anal. 125, 176-189 (2014). MSC: 62H15 62H10 62F05 65C60 PDFBibTeX XMLCite \textit{A. K. Gupta} and \textit{T. Bodnar}, J. Multivariate Anal. 125, 176--189 (2014; Zbl 1280.62066) Full Text: DOI
Bodnar, Taras; Gupta, Arjun K. Multivariate elliptically contoured autoregressive process. (English) Zbl 1453.62757 Statistica 73, No. 3, 303-316 (2013). MSC: 62P20 62M10 62H10 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{A. K. Gupta}, Statistica 73, No. 3, 303--316 (2013; Zbl 1453.62757) Full Text: DOI
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang On the equivalence of quadratic optimization problems commonly used in portfolio theory. (English) Zbl 1317.91064 Eur. J. Oper. Res. 229, No. 3, 637-644 (2013). MSC: 91G10 90C20 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Eur. J. Oper. Res. 229, No. 3, 637--644 (2013; Zbl 1317.91064) Full Text: DOI arXiv
Bodnar, Taras; Okhrin, Yarema Boundaries of the risk aversion coefficient: should we invest in the global minimum variance portfolio? (English) Zbl 1280.91145 Appl. Math. Comput. 219, No. 10, 5440-5448 (2013). MSC: 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{Y. Okhrin}, Appl. Math. Comput. 219, No. 10, 5440--5448 (2013; Zbl 1280.91145) Full Text: DOI
Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. (English) Zbl 1280.62062 J. Multivariate Anal. 122, 70-81 (2013). MSC: 62H10 65C05 60E05 62H05 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Multivariate Anal. 122, 70--81 (2013; Zbl 1280.62062) Full Text: DOI
Bodnar, Taras; Schmid, Wolfgang; Zabolotskyy, Taras Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data. (English) Zbl 1365.62401 Metrika 76, No. 8, 1105-1134 (2013). MSC: 62P05 91B26 60G10 62F12 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Metrika 76, No. 8, 1105--1134 (2013; Zbl 1365.62401) Full Text: DOI
Bodnar, Taras; Gupta, Arjun K. An exact test for a column of the covariance matrix based on a single observation. (English) Zbl 1268.62053 Metrika 76, No. 6, 847-855 (2013). MSC: 62H15 62H10 62M07 62E15 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{A. K. Gupta}, Metrika 76, No. 6, 847--855 (2013; Zbl 1268.62053) Full Text: DOI
Gupta, Arjun K.; Varga, Tamas; Bodnar, Taras Elliptically contoured models in statistics and portfolio theory. 2nd ed. (English) Zbl 1306.62028 New York, NY: Springer (ISBN 978-1-4614-8153-9/hbk; 978-1-4614-8154-6/ebook). xx, 321 p. (2013). Reviewer: Ilya S. Molchanov (Bern) MSC: 62-02 62H05 62H99 60E05 62E10 62P05 91G10 PDFBibTeX XMLCite \textit{A. K. Gupta} et al., Elliptically contoured models in statistics and portfolio theory. 2nd ed. New York, NY: Springer (2013; Zbl 1306.62028) Full Text: DOI
Beneš, L.; Bodnár, T.; Fürst, J. Numerical modeling of stably stratified fluid flow. (English) Zbl 1273.76305 Cangiani, Andrea (ed.) et al., Numerical mathematics and advanced applications 2011. Proceedings of ENUMATH 2011, the 9th European conference on numerical mathematics and advanced applications, Leicester, UK, September 5–9, 2011. Berlin: Springer (ISBN 978-3-642-33133-6/hbk; 978-3-642-33134-3/ebook). 481-488 (2013). MSC: 76M25 76D05 PDFBibTeX XMLCite \textit{L. Beneš} et al., in: Numerical mathematics and advanced applications 2011. Proceedings of ENUMATH 2011, the 9th European conference on numerical mathematics and advanced applications, Leicester, UK, September 5--9, 2011. Berlin: Springer. 481--488 (2013; Zbl 1273.76305) Full Text: DOI
Bodnár, T.; Beneš, L.; Fraunié, Ph.; Kozel, K. Application of compact finite-difference schemes to simulations of stably stratified fluid flows. (English) Zbl 1309.76051 Appl. Math. Comput. 219, No. 7, 3336-3353 (2012). MSC: 76B70 76M20 PDFBibTeX XMLCite \textit{T. Bodnár} et al., Appl. Math. Comput. 219, No. 7, 3336--3353 (2012; Zbl 1309.76051) Full Text: DOI
Bodnár, Tomáš On the use of nonlinear TVD filters in finite-volume simulations. (English) Zbl 1278.93285 Handlovičová, Angela (ed.) et al., Algoritmy 2012. 19th conference on scientific computing, Vysoké Tatry, Podbanské, Slovakia, September 9–14, 2012. Proceedings of contributed papers and posters. Bratislava: Slovak University of Technology, Faculty of Civil Engineering, Department of Mathematics and Descriptive Geometry (ISBN 978-80-227-3742-5/pbk). 190-199 (2012). MSC: 93E14 65M08 65M06 PDFBibTeX XMLCite \textit{T. Bodnár}, in: Algoritmy 2012. 19th conference on scientific computing, Vysoké Tatry, Podbanské, Slovakia, September 9--14, 2012. Proceedings of contributed papers and posters. Bratislava: Slovak University of Technology, Faculty of Civil Engineering, Department of Mathematics and Descriptive Geometry. 190--199 (2012; Zbl 1278.93285)
Bodnar, Taras; Schmid, Wolfgang; Zabolotskyy, Tara Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests. (English) Zbl 1252.62106 Stat. Risk. Model. 29, No. 4, 281-314 (2012). MSC: 62P05 62H12 62F25 91G10 91G70 62H10 62H15 PDFBibTeX XMLCite \textit{T. Bodnar} et al., Stat. Risk. Model. 29, No. 4, 281--314 (2012; Zbl 1252.62106) Full Text: DOI
Bodnar, Taras; Gupta, Arjun K. Estimation of the precision matrix of a multivariate elliptically contoured stable distribution. (English) Zbl 1283.62113 Statistics 45, No. 2, 131-142 (2011). MSC: 62H12 62C15 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{A. K. Gupta}, Statistics 45, No. 2, 131--142 (2011; Zbl 1283.62113) Full Text: DOI
Bodnar’, T. A. On steady periodic waves on the surface of a fluid of finite depth. (English. Russian original) Zbl 1272.76053 J. Appl. Mech. Tech. Phys. 52, No. 3, 378-384 (2011); translation from Prikl. Mekh. Tekh. Fiz. 52, No. 3, 60-67 (2011). MSC: 76B15 PDFBibTeX XMLCite \textit{T. A. Bodnar'}, J. Appl. Mech. Tech. Phys. 52, No. 3, 378--384 (2011; Zbl 1272.76053); translation from Prikl. Mekh. Tekh. Fiz. 52, No. 3, 60--67 (2011) Full Text: DOI
Sequeira, Adélia; Santos, Rafael F.; Bodnár, Tomáš Blood coagulation dynamics: mathematical modeling and stability results. (English) Zbl 1259.76074 Math. Biosci. Eng. 8, No. 2, 425-443 (2011). MSC: 76Z05 92B05 34D15 34D20 37N25 93D99 76M12 PDFBibTeX XMLCite \textit{A. Sequeira} et al., Math. Biosci. Eng. 8, No. 2, 425--443 (2011; Zbl 1259.76074) Full Text: DOI OA License
Bodnar, Taras; Okhrin, Yarema On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory. (English) Zbl 1246.62132 Scand. J. Stat. 38, No. 2, 311-331 (2011). MSC: 62H10 62H30 62H15 33C90 62J05 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{Y. Okhrin}, Scand. J. Stat. 38, No. 2, 311--331 (2011; Zbl 1246.62132) Full Text: DOI Link
Bodnár, Tomáš; Beneš, Luděk On some high resolution schemes for stably stratified fluid flows. (English) Zbl 1246.76067 Fořt, Jaroslav (ed.) et al., Finite volumes for complex applications VI: Problems and perspectives. FVCA 6, international symposium, Prague, Czech Republich, June 6–10, 2011. Vol. 1 and 2. Berlin: Springer (ISBN 978-3-642-20670-2/hbk; 978-3-642-20671-9/ebook). Springer Proceedings in Mathematics 4, 145-153 (2011). MSC: 76M12 76M20 65M08 65M06 76D05 76D50 PDFBibTeX XMLCite \textit{T. Bodnár} and \textit{L. Beneš}, Springer Proc. Math. 4, 145--153 (2011; Zbl 1246.76067) Full Text: DOI
Bodnar, T.; Zabolotskyy, T. Estimation and inference of the vector autoregressive process under heteroscedasticity. (English. Russian original) Zbl 1327.62337 Theory Probab. Math. Stat. 83, 27-45 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 22-38 (2010). MSC: 62H12 62M15 62H10 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{T. Zabolotskyy}, Theory Probab. Math. Stat. 83, 27--45 (2011; Zbl 1327.62337); translation from Teor. Jmovirn. Mat. Stat. 83, 22--38 (2010) Full Text: DOI
Bodnar, Taras; Schmid, Wolfgang On the exact distribution of the estimated expected utility portfolio weights: theory and applications. (English) Zbl 1229.91352 Stat. Risk. Model. 28, No. 4, 319-342 (2011). MSC: 91G70 91G10 91B16 62P05 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{W. Schmid}, Stat. Risk. Model. 28, No. 4, 319--342 (2011; Zbl 1229.91352) Full Text: DOI
Bodnár, T.; Rajagopal, K. R.; Sequeira, A. Simulation of the three-dimensional flow of blood using a shear-thinning viscoelastic fluid model. (English) Zbl 1229.76007 Math. Model. Nat. Phenom. 6, No. 5, 1-24 (2011). MSC: 76A10 76M12 76Z05 PDFBibTeX XMLCite \textit{T. Bodnár} et al., Math. Model. Nat. Phenom. 6, No. 5, 1--24 (2011; Zbl 1229.76007) Full Text: DOI EuDML
Bodnár, T.; Sequeira, A.; Prosi, M. On the shear-thinning and viscoelastic effects of blood flow under various flow rates. (English) Zbl 1276.76098 Appl. Math. Comput. 217, No. 11, 5055-5067 (2011). MSC: 76Z05 92C35 65M08 76A15 PDFBibTeX XMLCite \textit{T. Bodnár} et al., Appl. Math. Comput. 217, No. 11, 5055--5067 (2011; Zbl 1276.76098) Full Text: DOI
Bodnár, Tomáš; Sequeira, Adélia Numerical study of the significance of the non-Newtonian nature of blood in steady flow through a stenosed vessel. (English) Zbl 1374.76019 Rannacher, Rolf (ed.) et al., Advances in mathematical fluid mechanics. Dedicated to Giovanni Paolo Galdi on the occasion of his 60th birthday. Selected papers of the international conference on mathematical fluid mechanics, Estoril, Portugal, May 21–25, 2007. Berlin: Springer (ISBN 978-3-642-04067-2/hbk; 978-3-642-04068-9/ebook). 83-104 (2010). MSC: 76A10 76M12 76M20 92C35 PDFBibTeX XMLCite \textit{T. Bodnár} and \textit{A. Sequeira}, in: Advances in mathematical fluid mechanics. Dedicated to Giovanni Paolo Galdi on the occasion of his 60th birthday. Selected papers of the international conference on mathematical fluid mechanics, Estoril, Portugal, May 21--25, 2007. Berlin: Springer. 83--104 (2010; Zbl 1374.76019) Full Text: DOI
Bodnar, Taras; Zabolotskyy, Taras Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models. (English) Zbl 1291.91242 Statistics 44, No. 1, 1-15 (2010). MSC: 91G70 62P05 62E20 62M10 91G10 PDFBibTeX XMLCite \textit{T. Bodnar} and \textit{T. Zabolotskyy}, Statistics 44, No. 1, 1--15 (2010; Zbl 1291.91242) Full Text: DOI
Bodnar, Olha; Bodnar, Taras On the unbiased estimator of the efficient frontier. (English) Zbl 1205.91171 Int. J. Theor. Appl. Finance 13, No. 7, 1065-1073 (2010). MSC: 91G70 91G10 62P05 PDFBibTeX XMLCite \textit{O. Bodnar} and \textit{T. Bodnar}, Int. J. Theor. Appl. Finance 13, No. 7, 1065--1073 (2010; Zbl 1205.91171) Full Text: DOI
Bodnar, Olha; Bodnar, Taras; Gupta, Arjun K. Estimation and inference for dependence in multivariate data. (English) Zbl 1181.62081 J. Multivariate Anal. 101, No. 4, 869-881 (2010). MSC: 62H12 62H20 62E20 PDFBibTeX XMLCite \textit{O. Bodnar} et al., J. Multivariate Anal. 101, No. 4, 869--881 (2010; Zbl 1181.62081) Full Text: DOI
Bodnar, Olha; Bodnar, Taras Statistical inference procedure for the mean-variance efficient frontier with estimated parameters. (English) Zbl 1331.62397 AStA, Adv. Stat. Anal. 93, No. 3, 295-306 (2009). MSC: 62P05 PDFBibTeX XMLCite \textit{O. Bodnar} and \textit{T. Bodnar}, AStA, Adv. Stat. Anal. 93, No. 3, 295--306 (2009; Zbl 1331.62397) Full Text: DOI